getInfCent: Generic Function for the Computation of the Optimal Centering...
In ROptEstOld: Optimally Robust Estimation - Old Version

Description Usage Arguments Value Methods Author(s) References See Also

Generic function for the computation of the optimal centering constant (contamination neighborhoods) respectively, of the optimal lower clipping bound (total variation neighborhood). This function is rarely called directly. It is used to compute optimally robust ICs.

getInfCent(L2deriv, neighbor, ...)

## S4 method for signature 'UnivariateDistribution,ContNeighborhood'
getInfCent(L2deriv, neighbor, clip, cent, tol.z, symm, trafo)

## S4 method for signature 'UnivariateDistribution,TotalVarNeighborhood'
getInfCent(L2deriv, neighbor, clip, cent, tol.z, symm, trafo)

## S4 method for signature 'RealRandVariable,ContNeighborhood'
getInfCent(L2deriv, neighbor, Distr, z.comp, stand, cent, clip)

`L2deriv`	L2-derivative of some L2-differentiable family of probability measures.
`neighbor`	object of class `"Neighborhood"`.
`...`	additional parameters.
`Distr`	distribution of L2-differentiable family.
`clip`	optimal clipping bound.
`cent`	optimal centering constant.
`stand`	standardizing matrix.
`tol.z`	the desired accuracy (convergence tolerance).
`symm`	logical: indicating symmetry of `L2deriv`.
`trafo`	matrix: transformation of the parameter.
`z.comp`	logical vector: indication which components of the centering constant have to be computed.

The optimal centering constant is computed.

L2deriv = "UnivariateDistribution", neighbor = "ContNeighborhood": computation of optimal centering constant.
L2deriv = "UnivariateDistribution", neighbor = "TotalVarNeighborhood": computation of optimal lower clipping bound.
L2deriv = "RealRandVariable", neighbor = "ContNeighborhood": computation of optimal centering constant.

Matthias Kohl Matthias.Kohl@stamats.de

Rieder, H. (1994) Robust Asymptotic Statistics. New York: Springer.

Kohl, M. (2005) Numerical Contributions to the Asymptotic Theory of Robustness. Bayreuth: Dissertation.

ContIC-class, TotalVarIC-class

ROptEstOld documentation built on May 2, 2019, 12:51 p.m.